Curves of descent

DOI10.1137/130920216MaRDI QIDQ2810053zbMATH OpenOpenAlexFDO

Authors Alexander D. Ioffe, D. Drusvyatskiy, A. S. Lewis

Publication date 31 May 2016

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1212.1231

zbMATH Keywords

subdifferentialsslopessemialgebraic functionsdescent curvessubgradient dynamical systems

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Inequalities involving derivatives and differential and integral operators (26D10) Gradient-like behavior; isolated (locally maximal) invariant sets; attractors, repellers for topological dynamical systems (37B35) Real-analytic and semi-analytic sets (14P15) Semi-analytic sets, subanalytic sets, and generalizations (32B20)

Abstract: Steepest descent is central in variational mathematics. We present a new transparent existence proof for curves of near-maximal slope --- an influential notion of steepest descent in a nonsmooth setting. We moreover show that for semi-algebraic functions --- prototypical nonpathological functions in nonsmooth optimization --- such curves are precisely the solutions of subgradient dynamical systems.

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Cited in

(27)

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• Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
• Transversality and alternating projections for nonconvex sets
• Error bounds and Hölder metric subregularity

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